Domini Impact Equity Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.98% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9956 | 5.25 | |
| 0.1044 | 5.92 | |
| 0.8630 | 47.73 | |
| 0.0900 | 4.25 | |
| -0.1624 | -4.96 | |
| 0.1147 | 5.47 | |
| -0.0620 | -3.38 | |
| 0.0398 | 1.55 | |
| -0.0322 | -1.29 |
Estimation Period:
May 31, 1991 to Feb 6, 2026
May 31, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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